Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49335.49 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43393.3 Kr¶

PnL: ---------------------------------------> -1482.28 Kr¶

DD now: ---------------------------------> -7.125 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 16:27:07.321106'

Anic Portfolio¶

Today¶

Return: 0.237 %¶

This Week¶

Return: -2.79 %¶

Total portfolio value¶

Return including deposits: 61.512 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.900000 1518.370000 95.370000 6.700000 1423.000014
Hennes & Mauritz B 6 1.480000 930.480000 18.480000 2.030000 912.000000
JM 7 2.930000 958.300000 8.300000 0.870000 950.000002
Nederman Holding 1 0.000000 206.000000 7.000000 3.520000 199.000000
Atrium Ljungberg B 5 -0.500000 899.000000 -5.000000 -0.550000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
INVISIO 15 -0.210000 3562.500000 -9.500000 -0.270000 3571.999995
ASSA ABLOY B 4 -0.690000 982.000000 -11.000000 -1.110000 993.000000
BioGaia B 8 -1.240000 889.600000 -14.400000 -1.590000 904.000000
Eastnine 6 -2.200000 640.800000 -16.200000 -2.470000 657.000000
Biotage 1 -0.900000 131.800000 -17.200000 -11.540000 149.000000
Bufab 3 0.000000 1058.400000 -17.600000 -1.640000 1076.000001
Creaspac SPAC 40 0.000000 3816.000000 -18.000000 -0.470000 3834.000000
OX2 12 -0.200000 889.200000 -19.800000 -2.180000 909.000000
Vitrolife 3 -1.280000 649.800000 -27.200000 -4.020000 677.000001
AcadeMedia 20 -1.610000 950.400000 -27.600000 -2.820000 978.000000
Alimak Group 12 -0.370000 979.200000 -27.800000 -2.760000 1007.000004
Investor B 3 -0.260000 627.150000 -30.850000 -4.690000 657.999999
Latour B 4 -0.630000 824.400000 -31.600000 -3.690000 856.000000
Sandvik 4 -0.680000 816.400000 -31.600000 -3.730000 848.000000
Hexatronic Group 15 -0.290000 1038.300000 -32.700000 -3.050000 1071.000000
Vitec Software Group B 2 -0.840000 1067.000000 -37.000000 -3.350000 1104.000000
EQT 4 0.970000 835.600000 -37.400000 -4.280000 873.000000
Sagax A 4 0.000000 848.000000 -38.000000 -4.290000 886.000000
Addnode Group B 7 -0.720000 866.600000 -38.400000 -4.240000 904.999998
SKF B 5 -0.370000 941.000000 -39.000000 -3.980000 980.000000
Hoist Finance 36 -0.920000 972.000000 -39.000000 -3.860000 1010.999988
Gränges 10 -1.860000 1000.000000 -39.000000 -3.750000 1039.000000
Platzer Fastigheter Holding B 12 0.260000 912.000000 -39.000000 -4.100000 951.000000
Byggmax Group 33 -0.710000 927.960000 -39.040000 -4.040000 966.999990
Sagax B 4 -1.310000 844.400000 -40.600000 -4.590000 885.000000
Catena 2 -0.260000 760.800000 -45.200000 -5.610000 806.000000
HEXPOL B 8 0.540000 892.000000 -65.000000 -6.790000 957.000000
Orrön Energy 170 -1.890000 1938.000000 -108.000000 -5.280000 2045.999980
Hexagon B 26 -1.010000 3304.600000 -115.400000 -3.370000 3420.000012
VEF 788 -0.620000 1757.240000 -145.760000 -7.660000 1903.000300
Sedana Medical 93 0.940000 2585.400000 -398.180000 -13.350000 2983.577733
TOTAL 43393.300000 -1482.280000 -7.12507% 44875.578016

Updated:¶

'2023-06-22 16:27:23.825118'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶